Lancashire Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.50% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0595 | 15.42 | |
| 0.7802 | 88.05 | |
| 0.0772 | 10.88 | |
| 0.0100 | 1.66 | |
| 0.0162 | 3.31 | |
| 0.9802 | 143.79 |
Estimation Period:
Dec 12, 2005 to Feb 6, 2026
Dec 12, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lancashire Holdings Ltd Analyses
Other MF2-GARCH Analyses on International Equities